结果:找到“Discrete jump”相关内容5个,排序为按回复时间降序,搜索更多相关帖子请点击“高级
Option Pricing for a Jump-Diffusion Model with General Discrete Jump-Size Distri
6 个回复 - 1377 次查看 【作者(必填)】 MC Fu, B Li, G Li, R Wu 【文题(必填)】 Option Pricing for a Jump-Diffusion Model with General Discrete Jump-Size Distributions【年份(必填)】 2016 【全文链接或数据库名称(选填)】http ...2016-11-12 21:56 - 糖铺老木村 - 求助成功区
Pricing discrete path-dependent options under a double exponential jump–diffusi
1 个回复 - 939 次查看 【作者(必填)】 【文题(必填)】 Pricing discrete path-dependent options under a double exponential jump–diffusion model【年份(必填)】Journal of Banking & FinanceVolume 37, Issue 8, August 2013, Pag ...2015-1-21 05:10 - ssylzz - 文献求助专区
A Bounded Real Lemma for Discrete-Time Markovian Jump Singular Systems
1 个回复 - 1144 次查看 【作者(必填)】 Jumei Wei, Rui Ma, Xiaowu Mu 【文题(必填)】 A Bounded Real Lemma for Discrete-Time Markovian Jump Singular Systems 【年份(必填)】 2013 【全文链接或数据库名称(选填)】http://onlinel ...2013-5-6 13:48 - lianghongjing - 求助成功区
Testing and detecting jumps based on a discretely observed process
1 个回复 - 756 次查看 【作者(必填)】 Yingying Fana, , , Jianqing Fanb 【文题(必填)】 Testing and detecting jumps based on a discretely observed process 【年份(必填)】 2011 【全文链接或数据库名称(选填)】Journal of Eco ...2012-3-15 23:34 - sqq19860225 - 求助成功区
[分享]Amin(1993)-Jump Diffusion Option Valuation in Discrete Time
2 个回复 - 3472 次查看 The Journal of Finance的文章就是难找,sciencedirect都没收录啊,jstor上估计有,请哪位能上的帮帮忙啊 Amin, I. K. , (1993), “ Jump Diffusion Option Valuation in Discrete Time, ” The Journal of Finance ...2004-12-14 20:58 - 还珠楼主 - 金融学(理论版)